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Details about Wolfgang Polasek

This author is deceased (2013-05-23).

Access statistics for papers by Wolfgang Polasek.

Last updated 2021-05-29. Update your information in the RePEc Author Service.

Short-id: ppo169


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Working Papers

2013

  1. Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
  2. Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
    Economics Series, Institute for Advanced Studies Downloads
  3. Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Economics Series, Institute for Advanced Studies (2012) Downloads
    Working Paper series, Rimini Centre for Economic Analysis (2012) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2014)

2012

  1. Marketing Response Models for Shrinking Beer Sales in Germany
    Economics Series, Institute for Advanced Studies Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads
  2. The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in Economics Series, Institute for Advanced Studies (2011) Downloads View citations (1)

2011

  1. Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    Economics Series, Institute for Advanced Studies Downloads View citations (7)
    Also in ERSA conference papers, European Regional Science Association (2011) Downloads View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads View citations (6)

    See also Journal Article in DANUBE: Law and Economics Review (2013)
  2. MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (5)
    See also Journal Article in DANUBE: Law and Economics Review (2012)
  3. Sensitivity Analysis of SAR Estimators
    Economics Series, Institute for Advanced Studies Downloads View citations (4)
  4. Sensitivity Analysis of SAR Estimators: A Simulation Study
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  5. The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    Economics Series, Institute for Advanced Studies Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads

2010

  1. Chow-Lin Methods in Spatial Mixed Models
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  2. Dating and Exploration of the Business Cycle in Iceland
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (4)
  3. Endogeneity and Exogeneity in Sales Response Functions
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)
  4. Human Capital and Regional Growth in Switzerland
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    See also Journal Article in Review of Economic Analysis (2011)
  5. Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    Economics Series, Institute for Advanced Studies Downloads View citations (5)
  6. The Asia Financial Crises and Exchange Rates
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  7. The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
    Working Paper series, Rimini Centre for Economic Analysis Downloads

2009

  1. Aggregate and Regional Economic Effects of New Railway Infrastructure
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) Downloads

    See also Journal Article in Review of Economic Analysis (2010)
  2. Bayesian Methods for Completing Data in Space-Time Panel Models
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Economics Series, Institute for Advanced Studies (2009) Downloads

2008

  1. SPATIAL CHOW-LIN METHODS: BAYESIAN AND ML FORECAST COMPARISONS
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)

2007

  1. Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    Economics Series, Institute for Advanced Studies Downloads
  2. Long term regional forecasting with spatial equation systems
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)

2006

  1. Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows
    Economics Series, Institute for Advanced Studies Downloads View citations (7)
    See also Journal Article in Spatial Economic Analysis (2008)
  2. Traffic Accessibility and the Effect on Firms and Population in 99 Austrian Regions
    Economics Series, Institute for Advanced Studies Downloads

2005

  1. E-Cognocracy and the Participation of Immigrants in E-Governance
    Economics Series, Institute for Advanced Studies Downloads View citations (1)
  2. Forecasting regional Growth by Bayesian spatio -temporal models
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
  3. Regional Growth in Central Europe. Long-term Effects of Population and Traffic Structure
    Economics Series, Institute for Advanced Studies Downloads View citations (1)

2003

  1. E-Democracy and Knowledge. A Multicriteria Framework for the New Democratic Era
    Economics Series, Institute for Advanced Studies Downloads View citations (7)
  2. Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (6)
  3. Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
    Economics Series, Institute for Advanced Studies Downloads
  4. The Maastricht Criteria and the Euro. Has the Convergence Continued?
    Economics Series, Institute for Advanced Studies Downloads
    See also Journal Article in Journal of Economic Integration (2003)

2000

  1. A MULTIVARIATE GARCH MODEL FOR EXCHANGE RATES IN THE US, GERMANY AND JAPAN
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (2)
  2. MACROECONOMIC EFFECTS OF SECTORAL SHOCKS IN US, UK AND GERMANY: A BVAR-GARCH-M APPROACH
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (6)

1996

  1. Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Undated

  1. Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model
    Discussion Papers, Department of Economics, University of York Downloads View citations (12)
  2. Structural Breaks and VAR Modeling with Marginal Likelihoods
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads View citations (3)

Journal Articles

2014

  1. Spatial system estimators for panel models: A sensitivity and simulation study
    Mathematics and Computers in Simulation (MATCOM), 2014, 101, (C), 78-102 Downloads View citations (2)
    See also Working Paper (2013)

2013

  1. Globalization and Regional Growth in Europe: Past Trends and Future Scenarios, by Roberta Capello, Ugo Fratesi, and Laura Resmini. 2011. Series: Advances in Spatial Science: The Regional Science Series. Berlin and Heidelberg: Springer. 339 + xxii. ISBN 978-3-642-19250-0, $139
    Journal of Regional Science, 2013, 53, (3), 542-544 Downloads
  2. Matrix Tricks for Linear Statistical Models: Our Personal Top Twenty by Simo Puntanen, George P. H. Styan, Jarkko Isotalo
    International Statistical Review, 2013, 81, (1), 152-153 Downloads
  3. Multivariate Analysis for the Biobehavioral and Social Sciences: A Graphical Approach by Bruce L. Brown, Suzanne B. Hendrix, Dawson W. Hedges, Timothy B. Smith
    International Statistical Review, 2013, 81, (3), 463-465 Downloads
  4. Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen, Nicola Bruti-Liberati
    International Statistical Review, 2013, 81, (2), 311-313 Downloads
  5. Peter D. Congdon: Applied Bayesian hierarchical methods
    Statistical Papers, 2013, 54, (3), 901-902 Downloads
  6. Principles of Business Forecasting by Keith Ord, Robert Fildes
    International Statistical Review, 2013, 81, (3), 462-463 Downloads
  7. Raquel Prado and Mike West: Time series: modelling, computation and inference
    Statistical Papers, 2013, 54, (2), 541-542 Downloads
  8. The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
    DANUBE: Law and Economics Review, 2013, (1), 23-65 Downloads
    See also Working Paper (2011)
  9. Time Series Analysis and Its Applications: With R Examples, Third Edition by Robert H. Shumway, David S. Stoffer
    International Statistical Review, 2013, 81, (2), 323-325 Downloads

2012

  1. Handbook of Markov Chain Monte Carlo edited by Steve Brooks, Andrew Gelman, Galin Jones, Xiao‐Li Meng
    International Statistical Review, 2012, 80, (1), 184-185 Downloads
  2. MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    DANUBE: Law and Economics Review, 2012, (1), 25-52 Downloads
    See also Working Paper (2011)
  3. Origami 5: Fifth International Meeting of Origami Science, Mathematics, and Education edited by Patsy Wang‐Iverson, Robert J. Lang, Mark Yim Origami Inspirations by Meenakshi Mukerji
    International Statistical Review, 2012, 80, (1), 197-199 Downloads
  4. Production technology and agglomeration for Japanese prefectures during 1991–2000
    Papers in Regional Science, 2012, 91, (1), 29-41 Downloads View citations (3)

2011

  1. Frontiers of Statistical Decision Making and Bayesian Analysis: In Honor of James O. Berger edited by Ming‐Hui Chen, Dipak K. Dey, Peter Müller, Dongchu Sun, Keying Ye
    International Statistical Review, 2011, 79, (3), 482-483 Downloads
  2. Human Capital and Regional Growth in Switzerland
    Review of Economic Analysis, 2011, 3, (1), 46-58 Downloads View citations (1)
    See also Working Paper (2010)
  3. James Raymer (ed), Frans Wiilekens (Co-editor): International migration in Europe: data, models and estimates
    Statistical Papers, 2011, 52, (1), 245-246 Downloads
  4. Jim Albert (2007): Bayesian computation with R
    Statistical Papers, 2011, 52, (1), 239-240 Downloads View citations (1)
  5. Nassim Nicholas Taleb: The black swan: the impact of the highly improbable
    Statistical Papers, 2011, 52, (1), 247-249 Downloads
  6. New publications on R
    Statistical Papers, 2011, 52, (4), 987-988 Downloads
  7. Using R for Data Management, Statistical Analysis, and Graphics by Nicholas J. Horton, Ken Kleinman
    International Statistical Review, 2011, 79, (2), 284-285

2010

  1. Aggregate and Regional Economic Effects of New Railway Infrastructure
    Review of Economic Analysis, 2010, 2, (1), 73-85 Downloads
    See also Working Paper (2009)
  2. Bayesian Methods for Completing Data in Spatial Models
    Review of Economic Analysis, 2010, 2, (2), 194-214 Downloads View citations (12)
  3. Michael Goldstein, David Wooff (2007): Bayes linear statistics
    Statistical Papers, 2010, 51, (4), 1019-1020 Downloads
  4. Peter Brown, Shuangzhe Liu and Dharmendra Sharma: Contributions to probability and statistics: applications an challenges
    Statistical Papers, 2010, 51, (4), 1021-1022 Downloads

2009

  1. Ghosh, Jayanta K., Delampady, Mohan, Samanta, Tapas: An introduction to Bayesian analysis, theory and methods
    Statistical Papers, 2009, 50, (2), 449-450 Downloads
  2. Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and R/S-PLUS (Paperback)/ Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and Microsoft Office Excel (Paperback)
    Statistical Papers, 2009, 50, (3), 673-675 Downloads

2008

  1. Book reviews
    Statistical Papers, 2008, 49, (1), 147-149 Downloads View citations (5)
  2. Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice)
    Statistical Papers, 2008, 49, (2), 393-394 Downloads
  3. Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows
    Spatial Economic Analysis, 2008, 3, (2), 225-245 Downloads View citations (23)
    See also Working Paper (2006)
  4. Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics
    Statistical Papers, 2008, 49, (2), 397-398 Downloads
  5. John F. Geweke (2005): Contemporary Bayesian econometrics and statistics (Wiley series in probability and statistics)
    Statistical Papers, 2008, 49, (4), 801-802 Downloads
  6. Spatial interaction of crime incidents in Japan
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 276-282 Downloads View citations (8)

2007

  1. Book reviews
    Statistical Papers, 2007, 48, (3), 535-538 Downloads
  2. Book reviews
    Statistical Papers, 2007, 48, (4), 697-701 Downloads

2004

  1. Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
    Emerging Markets Finance and Trade, 2004, 40, (6), 28-47 Downloads View citations (5)
  2. Editorial
    Applied Stochastic Models in Business and Industry, 2004, 20, (3), 171-172 Downloads
  3. Global European portfolio construction: Does a changing volatility structure matter?
    Applied Stochastic Models in Business and Industry, 2004, 20, (3), 265-280 Downloads View citations (1)

2003

  1. Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach
    Computational Economics, 2003, 21, (1), 65-85 Downloads View citations (8)
    Also in Computational Economics, 2003, 21, (1_2), 65-85 (2003) Downloads View citations (5)
  2. The Maastricht Criteria and the Euro: Has the Convergence Continued?
    Journal of Economic Integration, 2003, 18, 661-688
    See also Working Paper (2003)

2001

  1. Book reviews
    Statistical Papers, 2001, 42, (2), 274-278 Downloads
  2. Editorial
    Applied Stochastic Models in Business and Industry, 2001, 17, (1), 1-3 Downloads
  3. Volatility analysis during the Asia crisis: a multivariate GARCH‐M model for stock returns in the U.S., Germany and Japan
    Applied Stochastic Models in Business and Industry, 2001, 17, (1), 93-108 Downloads

1999

  1. Introducing ‘Applied Stochastic Models in Business and Industry’
    Applied Stochastic Models in Business and Industry, 1999, 15, (2), 87-88 Downloads

1996

  1. Editor's introduction
    Journal of Econometrics, 1996, 75, (1), 1-5 Downloads View citations (1)

1995

  1. The heteroskedastic linear regression model and the Hadamard product a note
    Journal of Econometrics, 1995, 68, (2), 361-366 Downloads View citations (3)

1994

  1. An overview of robust Bayesian analysis
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1994, 3, (1), 5-124 Downloads View citations (60)

1991

  1. Robust HPD Regions in Bayesian Regression Models
    Econometrica, 1991, 59, (6), 1581-89 Downloads View citations (2)

1990

  1. Vector distributed lag models with smoothness priors
    Computational Statistics & Data Analysis, 1990, 10, (2), 133-141 Downloads View citations (1)

1989

  1. Reviews
    Psychometrika, 1989, 54, (3), 537-538 Downloads
  2. Robust Bayesian Analysis of a Parameter Change in Linear Regression
    Empirical Economics, 1989, 14, (2), 123-37

1985

  1. A dual approach for matrix-derivatives
    Metrika: International Journal for Theoretical and Applied Statistics, 1985, 32, (1), 275-292 Downloads

1984

  1. Exploring business cycles using running medians
    Computational Statistics & Data Analysis, 1984, 2, (1), 51-70 Downloads
  2. Extreme Bound Analysis for Residential Load Curve Models: Empirical Evidence for a 16-Household Example
    Empirical Economics, 1984, 9, (3), 165-81

1983

  1. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1983, 30, (1), 142-144 Downloads

1982

  1. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1982, 29, (1), 141-142 Downloads

1980

  1. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1980, 27, (1), 140-143 Downloads
 
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